Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths
Sign Up to like & getrecommendations! Published in 2025 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-025-09335-8
Abstract: Consider a diffusion process X=(Xt)t∈[0,T],T>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$X = (X_t)_{t \in [0,T]}, ~ T > 0$$\end{document}, solution of a time-homogeneous stochastic differential equation observed at discrete times and high… read more here.
Keywords: diffusion coefficient; time homogeneous; estimation; usepackage ... See more keywords
Fixed-Time Homogeneous Integral Controller
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DOI: 10.1016/j.ifacol.2018.11.136
Abstract: Abstract We propose a homogeneous integral controller with positive homogeneity degree, for systems with relative degree two and three. Its design and the convergence proof is achieved by the construction of an explicit homogenous Lyapunov… read more here.
Keywords: integral controller; time; fixed time; controller ... See more keywords
Finite/Fixed-Time Homogeneous Stabilization of Infinite Dimensional Systems
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DOI: 10.1109/tac.2024.3490989
Abstract: Finite/fixed-time control design procedure is developed for an infinite dimensional system modeled by abstract evolution equation in a Hilbert space. It is based on solving certain operator equations and inequalities. For a class of partial… read more here.
Keywords: infinite dimensional; time homogeneous; fixed time; homogeneous stabilization ... See more keywords